arXiv AI

Nearly Optimal Fixed-Confidence Best-Arm Identification with 1-Bit Feedback

arXiv Machine Learning
Oct 8

Best Arm Identification for Bandits with Shifting Means

arXiv:2610. 10488v1 Announce Type: cross Abstract: We study the best arm identification problem in a stochastic environment with a novel form of adversarial perturbations, which we coin Shifting Means.

By Lukas Zierahn, Wouter M. Koolen, Shubhada Agrawal, Christina Katsimerou, Dirk van der Hoeven
arXiv Machine Learning
Oct 23

Bayesian Fixed-Confidence Best-Arm Identification with Abstention

The paper investigates Bayesian fixed‑confidence best‑arm identification where a learner may abstain from a final recommendation. It introduces the Screen‑and‑Confirm (S&C) algorithm, analyzes its expected stopping time, and derives lower bounds for any algorithm under error probability δ and abstention budget α constraints. For Gaussian priors, the authors provide matching upper and lower bounds, characterize exact constants for practical regimes, and show that S&C achieves optimal α–dependent rates, improving on previous results when abstention is disallowed.

By Yuqi Huang, Yunlong Hou, Vincent Y. F. Tan
arXiv Machine Learning
Oct 16

Rethinking Successive Rejects Algorithms

The paper revisits the Successive Rejects (SR) algorithm for best‑arm identification, showing that although SR appears non‑adaptive due to fixed phase lengths, it achieves an optimal worst‑instance error exponent for Gaussian arms with common variance. The authors formulate an optimization problem to design a phase schedule that maximizes the normalized error exponent, leading to a new variant called H1‑balanced Successive Rejects (H1‑SR). H1‑SR attains at least 11/12 of the optimal normalized rate for all K ≥ 2, approaching the optimum as K grows, and experiments demonstrate significant performance gains over the original SR while highlighting trade‑offs in early elimination strategies.

By Mohamed Khair, Junpei Komiyama
arXiv AI
Jun 2

Fixed Budget is No Harder Than Fixed Confidence in Best-Arm Identification up to Logarithmic Factors

arXiv:2602. 03972v3 Announce Type: replace-cross Abstract: The best-arm identification (BAI) problem is one of the most fundamental problems in interactive machine learning, which has two flavors: the fixed-budget setting (FB) and the fixed-confidence setting (FC).

By Kapilan Balagopalan, Yinan Li, Yao Zhao, Tuan Nguyen, Anton Daitche, Houssam Nassif, Kwang-Sung Jun